arXiv subjects

Andrew B. Nobel

Publications and source records attributed to Andrew B. Nobel.

At least 19 recordsLinked to original sources

arXiv2026

Graph Disjointness with Applications to Reversible Markov Chains

The correspondence between weighted undirected graphs and reversible Markov chains via vertex random walks is simple and well known. Leveraging this correspondence and ideas from the theory of dynamical systems, we study the structural discordance of graphs and Markov chains by means of graph joinings. Informally, a joining of graphs $G$ and $H$ is a graph on the product of their vertex sets giving rise to a coupling of their random walks. Graphs $G$ and $H$ are strongly disjoint if their only joining is the tensor product, and they are weakly disjoint if the degree function of every joining is equal to the degree function of the tensor product. We establish close connections between graph joinings, disjointness, and graph factors. Our first principal result characterizes weak disjointness of graphs in terms of the spectral overlap of their Markov transition matrices. The second establishes that two graphs without self loops are strongly disjoint if and only if they are weakly disjoint and exactly one of the graphs is a tree. The third shows that the strong or weak disjointness of graphs is essentially determined by their vertex and edge sets, without regard to edge weights. Translating these results into the language of Markov chains yields new insights into the rigidity and structure of reversible couplings of reversible Markov chains.

math.ST↗

arXiv2025

Optimal graph joining with applications to isomorphism detection and identification

We introduce an optimal transport based approach for comparing undirected graphs with non-negative edge weights and general vertex labels, and we study connections between the resulting linear program and the graph isomorphism problem. Our approach is based on the notion of a joining of two graphs $G$ and $H$, which is a product graph that preserves their marginal structure. Given $G$ and $H$ and a vertex-based cost function $c$, the optimal graph joining (OGJ) problem finds a joining of $G$ and $H$ minimizing degree weighted cost. The OGJ problem can be written as a linear program with a convex polyhedral solution set. We establish several basic properties of the OGJ problem, and present theoretical results connecting the OGJ problem to the graph isomorphism problem. In particular, we examine a variety of conditions on graph families that are sufficient to ensure that for every pair of graphs $G$ and $H$ in the family (i) $G$ and $H$ are isomorphic if and only if their optimal joining cost is zero, and (ii) if $G$ and $H$ are isomorphic, the the extreme points of the solution set of the OGJ problem are deterministic joinings corresponding to the isomorphisms from $G$ to $H$.

math.CO↗

arXiv2024

Finding Groups of Cross-Correlated Features in Bi-View Data

Datasets in which measurements of two (or more) types are obtained from a common set of samples arise in many scientific applications. A common problem in the exploratory analysis of such data is to identify groups of features of different data types that are strongly associated. A bimodule is a pair (A,B) of feature sets from two data types such that the aggregate cross-correlation between the features in A and those in B is large. A bimodule (A,B) is stable if A coincides with the set of features that have significant aggregate correlation with the features in B, and vice-versa. This paper proposes an iterative-testing based bimodule search procedure (BSP) to identify stable bimodules. Compared to existing methods for detecting cross-correlated features, BSP was the best at recovering true bimodules with sufficient signal, while limiting the false discoveries. In addition, we applied BSP to the problem of expression quantitative trait loci (eQTL) analysis using data from the GTEx consortium. BSP identified several thousand SNP-gene bimodules. While many of the individual SNP-gene pairs appearing in the discovered bimodules were identified by standard eQTL methods, the discovered bimodules revealed genomic subnetworks that appeared to be biologically meaningful and worthy of further scientific investigation.

stat.ME↗

arXiv2024

Alignment and Comparison of Directed Networks via Transition Couplings of Random Walks

We describe and study a transport based procedure called NetOTC (network optimal transition coupling) for the comparison and alignment of two networks. The networks of interest may be directed or undirected, weighted or unweighted, and may have distinct vertex sets of different sizes. Given two networks and a cost function relating their vertices, NetOTC finds a transition coupling of their associated random walks having minimum expected cost. The minimizing cost quantifies the difference between the networks, while the optimal transport plan itself provides alignments of both the vertices and the edges of the two networks. Coupling of the full random walks, rather than their marginal distributions, ensures that NetOTC captures local and global information about the networks, and preserves edges. NetOTC has no free parameters, and does not rely on randomization. We investigate a number of theoretical properties of NetOTC and present experiments establishing its empirical performance.

cs.LG↗

arXiv2021

Optimal Transport for Stationary Markov Chains via Policy Iteration

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture the dynamics of Markov chains. Solutions of the optimal transition coupling (OTC) problem correspond to alignments of the two chains that minimize long-term average cost. We establish a connection between the OTC problem and Markov decision processes, and show that solutions of the OTC problem can be obtained via an adaptation of policy iteration. For settings with large state spaces, we develop a fast approximate algorithm based on an entropy-regularized version of the OTC problem, and provide bounds on its per-iteration complexity. We establish a stability result for both the regularized and unregularized algorithms, from which a statistical consistency result follows as a corollary. We validate our theoretical results empirically through a simulation study, demonstrating that the approximate algorithm exhibits faster overall runtime with low error. Finally, we extend the setting and application of our methods to hidden Markov models, and illustrate the potential use of the proposed algorithms in practice with an application to computer-generated music.

math.OC↗

arXiv2021

Latent Association Mining in Binary Data

We consider the problem of identifying stable sets of mutually associated features in moderate or high-dimensional binary data. In this context we develop and investigate a method called Latent Association Mining for Binary Data (LAMB). The LAMB method is based on a simple threshold model in which the observed binary values represent a random thresholding of a latent continuous vector that may have a complex association structure. We consider a measure of latent association that quantifies association in the latent continuous vector without bias due to the random thresholding. The LAMB method uses an iterative testing based search procedure to identify stable sets of mutually associated features. We compare the LAMB method with several competing methods on artificial binary-valued datasets and two real count-valued datasets. The LAMB method detects meaningful associations in these datasets. In the case of the count-valued datasets, associations detected by the LAMB method are based only on information about whether the counts are zero or non-zero, and is competitive with methods that have access to the full count data.

stat.ME↗

arXiv2018

Variational analysis of inference from dynamical systems

We introduce and study a variational framework for the analysis of empirical risk based inference for dynamical systems and ergodic processes. The analysis applies to a two-stage estimation procedure in which (i) the trajectory of an observed (but unknown) system is fit to a trajectory from a known reference system by minimizing cumulative per-state loss, and (ii) a parameter estimate is obtained from the initial state of the best fit reference trajectory. We show that the empirical risk of the best fit trajectory converges almost surely to a constant that can be expressed in a variational form as the minimal expected loss over dynamically invariant couplings (joinings) of the observed and reference systems. Moreover, we establish that the family of joinings minimizing the expected loss is convex and compact, and that it fully characterizes the asymptotic behavior of the estimated parameters, addressing both identifiability and misspecification. The two-stage estimation framework and associated variational analysis apply to a broad family of empirical risk miminization procedures for dependent observations. To illustrate this, we apply variational analysis to the well studied problems of maximum likelihood and non-linear regression, and then undertake an extended analysis of system identification from quantized trajectories subject to noise, a problem of interest in dynamics, where the models themselves exhibit dynamical behavior across time.

math.DS↗

arXiv2018

Empirical risk minimization and complexity of dynamical models

A dynamical model consists of a continuous self-map $T: \mathcal{X} \to \mathcal{X}$ of a compact state space $\mathcal{X}$ and a continuous observation function $f: \mathcal{X} \to \mathbb{R}$. This paper considers the fitting of a parametrized family of dynamical models to an observed real-valued stochastic process using empirical risk minimization. The limiting behavior of the minimum risk parameters is studied in a general setting. We establish a general convergence theorem for minimum risk estimators and ergodic observations. We then study conditions under which empirical risk minimization can effectively separate the signal from the noise in an additive observational noise model. The key, necessary condition in the latter results is that the family of dynamical models has limited complexity, which is quantified through a notion of entropy for families of infinite sequences. Close connections between entropy and limiting average mean widths for stationary processes are established.

math.ST↗

arXiv2017

Community extraction in multilayer networks with heterogeneous community structure

Multilayer networks are a useful way to capture and model multiple, binary or weighted relationships among a fixed group of objects. While community detection has proven to be a useful exploratory technique for the analysis of single-layer networks, the development of community detection methods for multilayer networks is still in its infancy. We propose and investigate a procedure, called Multilayer Extraction, that identifies densely connected vertex-layer sets in multilayer networks. Multilayer Extraction makes use of a significance based score that quantifies the connectivity of an observed vertex-layer set through comparison with a fixed degree random graph model. Multilayer Extraction directly handles networks with heterogeneous layers where community structure may be different from layer to layer. The procedure can capture overlapping communities, as well as background vertex-layer pairs that do not belong to any community. We establish consistency of the vertex-layer set optimizer of our proposed multilayer score under the multilayer stochastic block model. We investigate the performance of Multilayer Extraction on three applications and a test bed of simulations. Our theoretical and numerical evaluations suggest that Multilayer Extraction is an effective exploratory tool for analyzing complex multilayer networks. Publicly available R software for Multilayer Extraction is available at https://github.com/jdwilson4/MultilayerExtraction.

cs.SI↗

arXiv2017

Significance-based community detection in weighted networks

Community detection is the process of grouping strongly connected nodes in a network. Many community detection methods for un-weighted networks have a theoretical basis in a null model. Communities discovered by these methods therefore have interpretations in terms of statistical signficance. In this paper, we introduce a null for weighted networks called the continuous configuration model. We use the model both as a tool for community detection and for simulating weighted networks with null nodes. First, we propose a community extraction algorithm for weighted networks which incorporates iterative hypothesis testing under the null. We prove a central limit theorem for edge-weight sums and asymptotic consistency of the algorithm under a weighted stochastic block model. We then incorporate the algorithm in a community detection method called CCME. To benchmark the method, we provide a simulation framework incorporating the null to plant "background" nodes in weighted networks with communities. We show that the empirical performance of CCME on these simulations is competitive with existing methods, particularly when overlapping communities and background nodes are present. To further validate the method, we present two real-world networks with potential background nodes and analyze them with CCME, yielding results that reveal macro-features of the corresponding systems.

cs.SI↗

arXiv2017

An Empirical Bayes Approach for Multiple Tissue eQTL Analysis

Expression quantitative trait loci (eQTL) analyses, which identify genetic markers associated with the expression of a gene, are an important tool in the understanding of diseases in human and other populations. While most eQTL studies to date consider the connection between genetic variation and expression in a single tissue, complex, multi-tissue data sets are now being generated by the GTEx initiative. These data sets have the potential to improve the findings of single tissue analyses by borrowing strength across tissues, and the potential to elucidate the genotypic basis of differences between tissues. In this paper we introduce and study a multivariate hierarchical Bayesian model (MT-eQTL) for multi-tissue eQTL analysis. MT-eQTL directly models the vector of correlations between expression and genotype across tissues. It explicitly captures patterns of variation in the presence or absence of eQTLs, as well as the heterogeneity of effect sizes across tissues. Moreover, the model is applicable to complex designs in which the set of donors can (i) vary from tissue to tissue, and (ii) exhibit incomplete overlap between tissues. The MT-eQTL model is marginally consistent, in the sense that the model for a subset of tissues can be obtained from the full model via marginalization. Fitting of the MT-eQTL model is carried out via empirical Bayes, using an approximate EM algorithm. Inferences concerning eQTL detection and the configuration of eQTLs across tissues are derived from adaptive thresholding of local false discovery rates, and maximum a-posteriori estimation, respectively. We investigate the MT-eQTL model through a simulation study, and rigorously establish the FDR control of the local FDR testing procedure under mild assumptions appropriate for dependent data.

stat.ME↗

arXiv2017

Estimation of Interpretable eQTL Effect Sizes Using a Log of Linear Model

The study of expression Quantitative Trait Loci (eQTL) is an important problem in genomics and biomedicine. While detection (testing) of eQTL associations has been widely studied, less work has been devoted to the estimation of eQTL effect size. To reduce false positives, detection methods frequently rely on linear modeling of rank-based normalized or log-transformed gene expression data. Unfortunately, these approaches do not correspond to the simplest model of eQTL action, and thus yield estimates of eQTL association that can be uninterpretable and inaccurate. In this paper we propose a new, log-of-linear model for eQTL action, termed ACME, that captures allelic contributions to cis-acting eQTLs in an additive fashion, yielding effect size estimates that correspond to a biologically coherent model of cis-eQTLs. We describe a non-linear least-squares algorithm to fit the model by maximum likelihood, and obtain corresponding $p$-values. We perform careful investigation of the model using a combination of simulated data and data from the Genotype Tissue Expression (GTEx) project. Our results reveal little evidence for dominance effects, a parsimonious result that accords with a simple biological model for allele-specific expression and supports use of the ACME model. We show that Type-I error is well-controlled under our approach in a realistic setting, so that rank-based normalizations are unnecessary. Furthermore, we show that such normalizations can be detrimental to power and estimation accuracy under the proposed model. We then provide summaries of ACME effect sizes for whole-genome cis-eQTLs in the GTEx data.

stat.ME↗

arXiv2017

HT-eQTL: Integrative Expression Quantitative Trait Loci Analysis in a Large Number of Human Tissues

Expression quantitative trait loci (eQTL) analysis identifies genetic markers associated with the expression of a gene. Most existing eQTL analyses and methods investigate association in a single, readily available tissue, such as blood. Joint analysis of eQTL in multiple tissues has the potential to improve, and expand the scope of, single-tissue analyses. Large-scale collaborative efforts such as the Genotype-Tissue Expression (GTEx) program are currently generating high quality data in a large number of tissues. However, computational constraints limit genome-wide multi-tissue eQTL analysis. We develop an integrative method under a hierarchical Bayesian framework for eQTL analysis in a large number of tissues. The model fitting procedure is highly scalable, and the computing time is a polynomial function of the number of tissues. Multi-tissue eQTLs are identified through a local false discovery rate approach, which rigorously controls the false discovery rate. Using simulation and GTEx real data studies, we show that the proposed method has superior performance to existing methods in terms of computing time and the power of eQTL discovery. We provide a scalable method for eQTL analysis in a large number of tissues. The method enables the identification of eQTL with different configurations and facilitates the characterization of tissue specificity.

stat.AP↗

arXiv2014

A testing based extraction algorithm for identifying significant communities in networks

A common and important problem arising in the study of networks is how to divide the vertices of a given network into one or more groups, called communities, in such a way that vertices of the same community are more interconnected than vertices belonging to different ones. We propose and investigate a testing based community detection procedure called Extraction of Statistically Significant Communities (ESSC). The ESSC procedure is based on $p$-values for the strength of connection between a single vertex and a set of vertices under a reference distribution derived from a conditional configuration network model. The procedure automatically selects both the number of communities in the network and their size. Moreover, ESSC can handle overlapping communities and, unlike the majority of existing methods, identifies "background" vertices that do not belong to a well-defined community. The method has only one parameter, which controls the stringency of the hypothesis tests. We investigate the performance and potential use of ESSC and compare it with a number of existing methods, through a validation study using four real network data sets. In addition, we carry out a simulation study to assess the effectiveness of ESSC in networks with various types of community structure, including networks with overlapping communities and those with background vertices. These results suggest that ESSC is an effective exploratory tool for the discovery of relevant community structure in complex network systems. Data and software are available at \urlhttp://www.unc.edu/~jameswd/research.html.

cs.SI↗

arXiv2014

Entropy and the Uniform Mean Ergodic Theorem for a Family of Sets

We define a notion of entropy for an infinite family $\mathcal{C}$ of measurable sets in a probability space. We show that the mean ergodic theorem holds uniformly for $\mathcal{C}$ under every ergodic transformation if and only if $\mathcal{C}$ has zero entropy. When the entropy of $\mathcal{C}$ is positive, we establish a strong converse showing that the uniform mean ergodic theorem fails generically in every isomorphism class, including the isomorphism classes of Bernoulli transformations. As a corollary of these results, we establish that every strong mixing transformation is uniformly strong mixing on $\mathcal{C}$ if and only if the entropy of $\mathcal{C}$ is zero, and obtain a corresponding result for weak mixing transformations.

math.DS↗

arXiv2014

Consistent Testing for Recurrent Genomic Aberrations

Genomic aberrations, such as somatic copy number alterations, are frequently observed in tumor tissue. Recurrent aberrations, occurring in the same region across multiple subjects, are of interest because they may highlight genes associated with tumor development or progression. A number of tools have been proposed to assess the statistical significance of recurrent DNA copy number aberrations, but their statistical properties have not been carefully studied. Cyclic shift testing, a permutation procedure using independent random shifts of genomic marker observations on the genome, has been proposed to identify recurrent aberrations, and is potentially useful for a wider variety of purposes, including identifying regions with methylation aberrations or overrepresented in disease association studies. For data following a countable-state Markov model, we prove the asymptotic validity of cyclic shift $p$-values under a fixed sample size regime as the number of observed markers tends to infinity. We illustrate cyclic shift testing for a variety of data types, producing biologically relevant findings for three publicly available datasets.

math.ST↗

arXiv2013

Energy Landscape for large average submatrix detection problems in Gaussian random matrices

The problem of finding large average submatrices of a real-valued matrix arises in the exploratory analysis of data from a variety of disciplines, ranging from genomics to social sciences. In this paper we provide a detailed asymptotic analysis of large average submatrices of an $n \times n$ Gaussian random matrix. The first part of the paper addresses global maxima. For fixed $k$ we identify the average and the joint distribution of the $k \times k$ submatrix having largest average value. As a dual result, we establish that the size of the largest square sub-matrix with average bigger than a fixed positive constant is, with high probability, equal to one of two consecutive integers that depend on the threshold and the matrix dimension $n$. The second part of the paper addresses local maxima. Specifically we consider submatrices with dominant row and column sums that arise as the local optima of iterative search procedures for large average submatrices. For fixed $k$, we identify the limiting average value and joint distribution of a $k \times k$ submatrix conditioned to be a local maxima. In order to understand the density of such local optima and explain the quick convergence of such iterative procedures, we analyze the number $L_n(k)$ of local maxima, beginning with exact asymptotic expressions for the mean and fluctuation behavior of $L_n(k)$. For fixed $k$, the mean of $L_{n}(k)$ is $Θ(n^{k}/(\log{n})^{(k-1)/2})$ while the standard deviation is $Θ(n^{2k^2/(k+1)}/(\log{n})^{k^2/(k+1)})$. Our principal result is a Gaussian central limit theorem for $L_n(k)$ that is based on a new variant of Stein's method.

math.PR↗

arXiv2013

Joint and individual variation explained (JIVE) for integrated analysis of multiple data types

Research in several fields now requires the analysis of data sets in which multiple high-dimensional types of data are available for a common set of objects. In particular, The Cancer Genome Atlas (TCGA) includes data from several diverse genomic technologies on the same cancerous tumor samples. In this paper we introduce Joint and Individual Variation Explained (JIVE), a general decomposition of variation for the integrated analysis of such data sets. The decomposition consists of three terms: a low-rank approximation capturing joint variation across data types, low-rank approximations for structured variation individual to each data type, and residual noise. JIVE quantifies the amount of joint variation between data types, reduces the dimensionality of the data and provides new directions for the visual exploration of joint and individual structures. The proposed method represents an extension of Principal Component Analysis and has clear advantages over popular two-block methods such as Canonical Correlation Analysis and Partial Least Squares. A JIVE analysis of gene expression and miRNA data on Glioblastoma Multiforme tumor samples reveals gene-miRNA associations and provides better characterization of tumor types. Data and software are available at https://genome.unc.edu/jive/

stat.ML↗